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In this paper, we consider the numerical approximation of a time-fractional stochastic Cahn--Hilliard equation driven by an additive fractionally integrated Gaussian noise. The model involves a Caputo fractional derivative in time of order $\alpha\in(0,1)$ and a fractional time-integral noise of order $\gamma\in[0,1]$. The numerical scheme approximates the model by a piecewise linear finite element method in space and a convolution quadrature in time (for both time-fractional operators), along with the $L^2$-projection for the noise. We carefully investigate the spatially semidiscrete and fully discrete schemes, and obtain strong convergence rates by using clever energy arguments. The temporal H\"older continuity property of the solution played a key role in the error analysis. Unlike the stochastic Allen--Cahn equation, the presence of the unbounded elliptic operator in front of the cubic nonlinearity in the underlying model adds complexity and challenges to the error analysis. To overcome these difficulties, several new techniques and error estimates are developed. The study concludes with numerical examples that validate the theoretical findings.

We propose and analyze a mixed finite element method for the spatial approximation of a time-fractional Fokker--Planck equation in a convex polyhedral domain, where the given driving force is a function of space. Taking into account the limited smoothing properties of the model, and considering an appropriate splitting of the errors, we employed a sequence of clever energy arguments to show optimal convergence rates with respect to both approximation properties and regularity results. In particular, error bounds for both primary and secondary variables are derived in $L^2$-norm for cases with smooth and nonsmooth initial data. We further investigate a fully implicit time-stepping scheme based on a convolution quadrature in time generated by the backward Euler method. Our main result provides pointwise-in-time optimal $L^2$-error estimates for the primary variable. Numerical examples are then presented to illustrate the theoretical contributions.

We study a semilinear fractional-in-time Rayleigh-Stokes problem for a generalized second-grade fluid with a Lipschitz continuous nonlinear source term and initial data $u_0\in\dot{H}^\nu(\Omega)$, $\nu\in[0,2]$. We discuss stability of solutions and provide regularity results. Two spatially semidiscrete schemes are analyzed based on standard Galerkin and lumped mass finite element methods, respectively. Further, a fully discrete scheme is obtained by applying a convolution quadrature in time generated by the backward Euler method, and optimal error estimates are derived for smooth and nonsmooth initial data. Finally, numerical examples are provided to illustrate the theoretical results.

We derive optimal $L^2$-error estimates for semilinear time-fractional subdiffusion problems involving Caputo derivatives in time of order $\alpha\in (0,1)$, for cases with smooth and nonsmooth initial data. A general framework is introduced allowing a unified error analysis of Galerkin type space approximation methods. The analysis is based on a semigroup type approach and exploits the properties of the inverse of the associated elliptic operator. Completely discrete schemes are analyzed in the same framework using a backward Euler convolution quadrature method in time. Numerical examples including conforming, nonconforming and mixed finite element (FE) methods are presented to illustrate the theoretical results.

We consider the numerical approximation of a generalized fractional Oldroyd-B fluid problem involving two Riemann-Liouville fractional derivatives in time. We establish regularity results for the exact solution which play an important role in the error analysis. A semidiscrete scheme based on the piecewise linear Galerkin finite element method in space is analyzed and optimal with respect to the data regularity error estimates are established. Further, two fully discrete schemes based on convolution quadrature in time generated by the backward Euler and the second-order backward difference methods are investigated and related error estimates for smooth and nonsmooth data are derived. Numerical experiments are performed with different values of the problem parameters to illustrate the efficiency of the method and confirm the theoretical results.

In this paper, we consider the numerical approximation of time-fractional parabolic problems involving Caputo derivatives in time of order $\alpha$, $0< \alpha<1$. We derive optimal error estimates for semidiscrete Galerkin FE type approximations for problems with smooth and nonsmooth initial data. Our analysis relies on energy arguments and exploits the properties of the inverse of the associated elliptic operator. We present the analysis in a general setting so that it is easily applicable to various spatial approximations such as conforming and nonconforming FEMs, and FEM on nonconvex domains. The finite element approximation in mixed form is also presented and new error estimates are established for smooth and nonsmooth initial data. Finally, an extension of our analysis to a multi-term time-fractional model is discussed., Comment: 20 pages

In this paper, a finite volume element (FVE) method is considered for spatial approximations of time-fractional diffusion equations involving a Riemann-Liouville fractional derivative of order $\alpha \in (0,1)$ in time. Improving upon earlier results (Karaa {\it et al.}, IMA J. Numer. Anal. 2016), optimal error estimates in $L^2(\Omega)$- and $H^1(\Omega)$-norms for the semidiscrete problem with smooth and middly smooth initial data, i.e., $v\in H^2(\Omega)\cap H^1_0(\Omega)$ and $v\in H^1_0(\Omega)$ are established. For nonsmooth data, that is, $v\in L^2(\Omega)$, the optimal $L^2(\Omega)$-error estimate is shown to hold only under an additional assumption on the triangulation, which is known to be satisfied for symmetric triangulations. Superconvergence result is also proved and as a consequence, a quasi-optimal error estimate is established in the $L^\infty(\Omega)$-norm. Further, two fully discrete schemes using convolution quadrature in time generated by the backward Euler and the second-order backward difference methods are analyzed, and error estimates are derived for both smooth and nonsmooth initial data. Based on a comparison of the standard Galerkin finite element solution with the FVE solution and exploiting tools for Laplace transforms with semigroup type properties of the FVE solution operator, our analysis is then extended in a unified manner to several time-fractional order evolution problems. Finally, several numerical experiments are conducted to confirm our theoretical findings.

In this article, the piecewise-linear finite element method (FEM) is applied to approximate the solution of time-fractional diffusion equations on bounded convex domains. Standard energy arguments do not provide satisfactory results for such a problem due to the low regularity of its exact solution. Using a delicate energy analysis, {\it a priori} optimal error bounds in $L^2(\Omega)$-, $H^1(\Omega)$-norms, and a quasi-optimal bound in $L^{\infty}(\Omega)$-norm are derived for the semidiscrete FEM for cases with smooth and nonsmooth initial data. The main tool of our analysis is based on a repeated use of an integral operator and use of a $t^m$ type of weights to take care of the singular behavior of the continuous solution at $t=0.$ The generalized Leibniz formula for fractional derivatives is found to play a key role in our analysis. Numerical experiments are presented to illustrate some of the theoretical results.

In this paper, a semi-discrete spatial finite volume (FV) method is proposed and analyzed for approximating solutions of anomalous subdiffusion equations involving a temporal fractional derivative of order $\alpha \in (0,1)$ in a two-dimensional convex polygonal domain. Optimal error estimates in $L^\infty(L^2)$- norm is shown to hold. Superconvergence result is proved and as a consequence, it is established that quasi-optimal order of convergence in $L^{\infty}(L^{\infty})$ holds. We also consider a fully discrete scheme that employs FV method in space, and a piecewise linear discontinuous Galerkin method to discretize in temporal direction. It is, further, shown that convergence rate is of order $O(h^2+k^{1+\alpha}),$ where $h$ denotes the space discretizing parameter and $k$ represents the temporal discretizing parameter. Numerical experiments indicate optimal convergence rates in both time and space, and also illustrate that the imposed regularity assumptions are pessimistic., Comment: 17 pages, 3 figures

A family of implicit-in-time mixed finite element schemes is presented for the numerical approximation of the acoustic wave equation. The mixed space discretization is based on the displacement form of the wave equation and the time-stepping method employs a three-level one-parameter scheme. A rigorous stability analysis is presented based on energy estimation and sharp stability results are obtained. A convergence analysis is carried out and optimal a priori $L^\infty(L^2)$ error estimates for both displacement and pressure are derived.

In this article, a posteriori error analysis is developed for mixed finite element Galerkin approximations to a second order linear hyperbolic equation. Based on mixed elliptic reconstructions and an integration tool, which is a variation of Baker's technique introduced earlier by G. Baker ( SIAM J. Numer. Anal., 13 (1976), 564-576) in the context of a priori estimates for a second order wave equation, a posteriori error estimates of the displacement in L{\infty}(L2)-norm for the semidiscrete scheme are derived under minimal regularity. Finally, a first order implicit-in-time discrete scheme is analyzed and a posteriori error estimators are established.

An $hp$-discontinuous Galerkin (DG) method is applied to a class of second order linear hyperbolic integro-differential equations. Based on the analysis of an expanded mixed type Ritz-Volterra projection, {\it a priori} $hp$-error estimates in $L^{\infty}(L^2)$-norm of the velocity as well as of the displacement, which are optimal in the discretizing parameter $h$ and suboptimal in the degree of polynomial $p$ are derived. For optimal estimates of the displacement in $L^{\infty}(L^2)$-norm with reduced regularity on the exact solution, a variant of Baker's nonstandard energy formulation is developed and analyzed. Results on order of convergence which are similar in spirit to linear elliptic and parabolic problems are established for the semidiscrete case after suitably modifying the numerical fluxes. For the completely discrete scheme, an implicit-in-time procedure is formulated, stability results are derived and {\it a priori} error estimates are discussed. Finally, numerical experiments on two dimensional domains are conducted which confirm the theoretical results.

In this paper, both semidiscrete and completely discrete finite volume element methods (FVEMs) are analyzed for approximating solutions of a class of linear hyperbolic integro- differential equations in a two-dimensional convex polygonal domain. The effect of numerical quadrature is also examined. In the semidiscrete case, optimal error estimates in L^{\infty}(L2) and L^{\infty}(H1)- norms are shown to hold with minimal regularity assumptions on the initial data, whereas quasi-optimal estimate in derived in L^{\infty}(L^{\infty})-norm under higher regularity on the data. Based on a second order explicit method in time, a completely discrete scheme is examined and optimal error estimates are established with a mild condition on the space and time discretizing parameters. Finally, some numerical experiments are conducted which confirm the theoretical order of convergence.

In this article, mixed finite element methods are discussed for a class of hyperbolic integro-differential equations (HIDEs). Based on a modification of the nonstandard energy formulation of Baker, both semidiscrete and completely discrete implicit schemes for an extended mixed method are analyzed and optimal L^{\infty}(L^2)-error estimates are derived under minimal smoothness assumptions on the initial data. Further, quasi-optimal estimates are shown to hold in L^{\infty}(L^{\infty})-norm. Finally, the analysis is extended to the standard mixed method for HIDEs and optimal error estimates in L^{\infty}(L^2)-norm are derived again under minimal smoothness on initial data.